Pages that link to "Item:Q5247235"

The following pages link to Pricing of geometric Asian options under Heston's stochastic volatility model (Q5247235):

Displaying 27 items.

• On the explicit evaluation of the geometric Asian options in stochastic volatility models with jumps (Q535466) (← links)
• Approximating stochastic volatility by recombinant trees (Q744390) (← links)
• Development of computational algorithms for evaluating option prices associated with square-root volatility processes (Q1041306) (← links)
• Modeling asset price under two-factor Heston model with jumps (Q1792238) (← links)
• Analytic solutions for variance swaps with double-mean-reverting volatility (Q2000317) (← links)
• Analytical valuation of vulnerable European and Asian options in intensity-based models (Q2020536) (← links)
• Pricing of the geometric Asian options under a multifactor stochastic volatility model (Q2074887) (← links)
• Analytical valuation for geometric Asian options in illiquid markets (Q2150932) (← links)
• An asymptotic expansion method for geometric Asian options pricing under the double Heston model (Q2213442) (← links)
• On the pricing of Asian options with geometric average of American type with stochastic interest rate: a stochastic optimal control approach (Q2274620) (← links)
• Estimation of ask and bid prices for geometric Asian options (Q2296530) (← links)
• Geometric Asian options pricing under the double Heston stochastic volatility model with stochastic interest rate (Q2325143) (← links)
• Digital barrier options pricing: an improved Monte Carlo algorithm (Q2398005) (← links)
• Asymptotic approach to the pricing of geometric Asian options under the CEV model (Q2410444) (← links)
• Hedging strategies for discretely monitored Asian options under Lévy processes (Q2438429) (← links)
• Pricing vulnerable fader options under stochastic volatility models (Q2691481) (← links)
• A recursive method for discretely monitored geometric Asian option prices (Q2812471) (← links)
• Jumps and stochastic volatility in crude oil prices and advances in average option pricing (Q4554251) (← links)
• Geometric Asian option pricing in general affine stochastic volatility models with jumps (Q4555113) (← links)
• CATASTROPHE INSURANCE DERIVATIVES PRICING USING A COX PROCESS WITH JUMP DIFFUSION CIR INTENSITY (Q4555851) (← links)
• SMALL-TIME ASYMPTOTICS IN GEOMETRIC ASIAN OPTIONS FOR A STOCHASTIC VOLATILITY JUMP-DIFFUSION MODEL (Q4631699) (← links)
• A parallel wavelet-based pricing procedure for Asian options (Q4682997) (← links)
• On the Valuation of Discrete Asian Options in High Volatility Environments (Q5041837) (← links)
• Pricing arithmetic Asian option under a two-factor stochastic volatility model with jumps (Q5220943) (← links)
• (Q5469788) (← links)
• Sensitivity of option prices via fuzzy Malliavin calculus (Q6058065) (← links)
• Fixed-income average options: a pricing approach based on Gaussian mean-reverting cyclical models (Q6573361) (← links)